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HL US RISK MITIGATION
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


Asset allocation is not available

S&P 500 Index

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in HL US RISK MITIGATION, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


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Returns By Period


1D1MYTD6M1Y3Y*5Y*10Y*
Benchmark
S&P 500 Index
0.11%-3.43%-3.84%-1.98%16.08%16.86%10.37%12.29%
Portfolio
HL US RISK MITIGATION
*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20240.22%0.40%0.62%
2023-1.45%1.70%0.38%0.40%0.41%-0.03%0.02%1.11%1.50%0.83%0.52%0.51%6.02%
2022-0.06%0.42%0.08%4.52%1.22%3.42%-0.50%2.28%3.98%-4.86%0.87%0.87%12.57%
20210.00%0.00%-1.71%0.00%0.00%0.00%0.00%0.00%1.69%-0.66%0.00%-0.87%-1.57%
20200.16%4.49%1.47%-2.39%0.07%1.87%0.02%0.01%0.32%0.25%-0.62%0.00%5.63%
20190.22%0.20%0.20%0.20%2.14%-1.17%0.20%1.35%0.16%-1.72%0.14%0.15%2.03%

Benchmark Metrics

HL US RISK MITIGATION has an annualized alpha of 5.32%, beta of -0.23, and R² of 0.46 versus S&P 500 Index. Calculated based on daily prices since January 02, 2008.

  • This portfolio tended to rise when S&P 500 Index fell (downside capture of -30.99%), but participation in market rallies was also limited (-4.59%) — a profile typical of counter-cyclical assets.
  • Beta of -0.23 may look defensive, but with R² of 0.46 this portfolio is largely uncorrelated with S&P 500 Index — low beta reflects independence, not downside protection. See the Volatility section for a true picture of this portfolio's risk.
  • R² of 0.46 means the benchmark explains less than half of this portfolio's behavior — treat beta with caution or consider switching to a more representative benchmark.

Alpha
5.32%
Beta
-0.23
0.46
Upside Capture
-4.59%
Downside Capture
-30.99%

Return for Risk

Sharpe Ratio

There isn't enough data available to calculate the Sharpe ratio for HL US RISK MITIGATION. This metric is based on the past 12 months of trading data. Please check back later for updated information.


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Dividends

Dividend yield


HL US RISK MITIGATION doesn't pay dividends

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


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Worst Drawdowns

The table below displays the maximum drawdowns of the HL US RISK MITIGATION. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the HL US RISK MITIGATION was 11.54%, occurring on Nov 4, 2008. Recovery took 12 trading sessions.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-11.54%Oct 13, 200817Nov 4, 200812Nov 20, 200829
-10.16%Mar 10, 2009159Oct 22, 2009451Aug 8, 2011610
-9.36%Aug 9, 2011915Mar 30, 2015939Dec 19, 20181854
-7.33%Mar 24, 2020481Feb 16, 202258May 11, 2022539
-7.21%Nov 21, 200835Jan 13, 200937Mar 9, 200972

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Diversification

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.

BenchmarkPortfolio
Benchmark1.00-0.33
Portfolio-0.331.00
The correlation results are calculated based on daily price changes starting from Jan 2, 2008